+3.0%
SM vs WCC
+460.5%
-457.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | -19.5% | -9.9% | -9.6% | -14.2% |
| 30D | -20.2% | -13.4% | -6.8% | -13.8% |
| 3M | -6.5% | -13.5% | +7.0% | -0.7% |
| 6M | +1.6% | -10.6% | +12.2% | +1.3% |
| YTD | +61.2% | +30.1% | +31.2% | +17.3% |
| 1Y | +65.4% | +22.3% | +43.0% | +24.6% |
| 3Y | -13.0% | +130.3% | -143.3% | -64.3% |
| 5Y | -4.3% | +144.5% | -148.8% | -68.7% |
| 10Y | +3.0% | +431.8% | -428.8% | -84.9% |
| All | +3.0% | +460.5% | -457.5% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling